When I have a minute to play on the web or when I know of a specific baby/kid item I am looking for, I always check out the following sites:
http://www.albeebaby.com/ - I have purchased SO many of our "gear things" (convertible carseat, double stroller, extra pack-n-play, etc) here. Fabulous sales prices.
http://www.babysteals.com/ & http://www.kidsteals.com/ & http://www.ecobabybuys.com/ & http://www.mamabargains.com/ - daily "specials"
http://www.diapers.com/ - where I get a lot of my diapers and formula. NO shipping and the ease of not having to haul crates of heavy formula home from BRU.
http://www.etsy.com/ - can't go wrong with adorable homemade items for baby and nursery
What are some sites you like to look for kids stuff on?